Seeing Convergence Concepts in Action
Check convergence
Convergence criterion computation
Generation of sample paths
Investigate examples and exercises from the paper
Interactive 2D convergence in law
Static 3D convergence in law
Interactive plot for convergence in probability and almost surely
Visualisation of convergence criterion curves
Visualisation of sample paths
This is a pedagogical package, designed to help students understanding convergence of random variables. It provides a way to investigate interactively various modes of convergence (in probability, almost surely, in law and in mean) of a sequence of i.i.d. random variables. Visualisation of simulated sample paths is possible through interactive plots. The approach is illustrated by examples and exercises through the function 'investigate', as described in Lafaye de Micheaux and Liquet (2009) <doi:10.1198/tas.2009.0032>. The user can study his/her own sequences of random variables.